共查询到20条相似文献，搜索用时 31 毫秒
1.
多速率Kalman滤波方法可用于低采样率的位移和高采样率的加速度数据融合,而未知的噪声协方差信息则显著制约着多速率Kalman滤波精度.本文通过将多速率Kalman滤波转换为传统的单速率Kalman滤波,建立了Kalman滤波增益的自协方差矢量与未知的加速度谱密度和观测噪声参数间的线性函数模型,并采用最小二乘估计方法对未知的噪声协方差参数进行估计,进而有效地提高了多速率Kalman滤波精度.数值仿真和震动台实验结果验证了本文方法的正确性和有效性. 相似文献
2.
A substructure approach is used to estimate the stiffness and damping coefficients of structures from measurement of dynamic responses. The structures are decomposed into smaller subsystems for which state and observation equations are formulated and solved by the method of extended Kalman filter with a weighted global iteration algorithm. Substructural identification methods with and without overlapping members are proposed. In both methods, the convergence of the structural parameters to the optimal values is improved significantly with less computation time as compared to a complete structural approach. Numerical simulation studies are performed for three types of structures, namely a shear building, a plane frame building and a plane truss bridge. The effects of measurement noise and response observations required for identification of system parameters are also investigated. 相似文献
3.
A Bayesian probabilistic approach is presented for the damage detection of multistorey frame structures. In this paper, a Bayesian probabilistic approach is applied to identify multiple damage locations using estimated modal parameters when (1) the measurement data are potentially corrupted with noise, (2) only a small number of degrees of freedom are measured, and (3) a few fundamental modes are estimated. To reduce the potentially intensive computational cost of the proposed method, a branch-and-bound search scheme is proposed and a simplified approach for the modelling of multistorey frame structures is employed. A six-storey shear frame example and two multistorey frame examples, with multiple damage locations, are presented to illustrate the applicability of the proposed approach. © 1997 John Wiley & Sons, Ltd. 相似文献
4.
为了提高AVO(amplitude versus offset)反演结果的精度和横向连续性,本文提出了一种新的AVO反演约束方法,该方法结合贝叶斯原理和卡尔曼滤波算法实现了对反演参数纵向和横向的同时约束.文章首先结合反演参数的纵向贝叶斯先验概率约束和反演参数的横向连续性假设建立了与卡尔曼滤波算法对应的AVO反演系统的数学模型,然后将该数学模型代入卡尔曼滤波算法框架,利用卡尔曼滤波算法实现了双向约束AVO反演.二维模型测试和实际数据测试结果表明,相对于单纯的纵向贝叶斯先验概率约束,双向约束能更准确地刻画参数的横向变化,得到更准确、横向连续性更好的反演结果. 相似文献
5.
依据航空重力测量基本原理,构建了航空重力异常解算的卡尔曼滤波模型,将新息自适应卡尔曼滤波器(IAE,Innovation based Adaptive Estimation)应用于量测噪声未知的航空重力异常解算.针对IAE滤波器滑动窗口宽度难以准确确定的问题,通过对多个不同滑动窗口新息协方差估计的加权平均,获得改进的IAE滤波器,该IAE滤波器不仅具有量测噪声自适应估计能力,还能实现滑动采样窗口的优化选取.试验结果表明,IAE滤波器可以降低因量测噪声统计信息不明引起的解算误差,改进IAE解算的重力异常误差约为1mGal. 相似文献
6.
Dual state-parameter estimation of root zone soil moisture by optimal parameter estimation and extended Kalman filter data assimilation 总被引：1，自引：0，他引：1
Haishen Lü Zhongbo Yu Yonghua ZhuSam Drake Zhenchun HaoEdward A. Sudicky 《Advances in water resources》2011,34(3):395-406
With well-determined hydraulic parameters in a hydrologic model, a traditional data assimilation method (such as the Kalman filter and its extensions) can be used to retrieve root zone soil moisture under uncertain initial state variables (e.g., initial soil moisture content) and good simulated results can be achieved. However, when the key soil hydraulic parameters are incorrect, the error is non-Gaussian, as the Kalman filter will produce a persistent bias in its predictions. In this paper, we propose a method coupling optimal parameters and extended Kalman filter data assimilation (OP-EKF) by combining optimal parameter estimation, the extended Kalman filter (EKF) assimilation method, a particle swarm optimization (PSO) algorithm, and Richards’ equation. We examine the accuracy of estimating root zone soil moisture through the optimal parameters and extended Kalman filter data assimilation method by using observed in situ data at the Meiling experimental station, China. Results indicate that merely using EKF for assimilating surface soil moisture content to obtain soil moisture content in the root zone will produce a persistent bias between simulated and observed values. Using the OP-EKF assimilation method, estimates were clearly improved. If the soil profile is heterogeneous, soil moisture retrieval is accurate in the 0-50 cm soil profile and is inaccurate at 100 cm depth. Results indicate that the method is useful for retrieving root zone soil moisture over large areas and long timescales even when available soil moisture data are limited to the surface layer, and soil moisture content are uncertain and soil hydraulic parameters are incorrect. 相似文献
7.
The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a sufficiently large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the polynomial chaos expansion (PCE) to represent and propagate the uncertainties in parameters and states. However, PCKF suffers from the so-called “curse of dimensionality”. Its computational cost increases drastically with the increasing number of parameters and system nonlinearity. Furthermore, PCKF may fail to provide accurate estimations due to the joint updating scheme for strongly nonlinear models. Motivated by recent developments in uncertainty quantification and EnKF, we propose a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problems. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected at each assimilation step; the “restart” scheme is utilized to eliminate the inconsistency between updated model parameters and states variables. The performance of RAPCKF is systematically tested with numerical cases of unsaturated flow models. It is shown that the adaptive approach and restart scheme can significantly improve the performance of PCKF. Moreover, RAPCKF has been demonstrated to be more efficient than EnKF with the same computational cost. 相似文献
8.
根据贝叶斯理论给出了对含噪声地球物理数据处理的具体流程和方法,主要包括似然函数估计和后验概率计算.我们将数据向量的概念扩展为数据向量的集合,通过引入数据空间内的信赖度,把数据噪声转移到模型空间的概率密度函数上,即获得了反映数据本身的不确定性的似然函数.该方法由于避免了处理阶段数据空间内的人工干预,因而可以保证模型空间中的概率密度单纯反映数据噪声,具有信息保真度高、保留可行解的优点.为了得到加入先验信息的后验分布,本文提出了使用加权矩阵的概率分析法,该方法在模型空间直接引入地质信息,对噪声引起的反演多解性有很强的约束效果.整个处理流程均以大地电磁反演为例进行了展示. 相似文献
9.
The paper presents a novel approach to the setup of a Kalman filter by using an automatic calibration framework for estimation of the covariance matrices. The calibration consists of two sequential steps: (1) Automatic calibration of a set of covariance parameters to optimize the performance of the system and (2) adjustment of the model and observation variance to provide an uncertainty analysis relying on the data instead of ad-hoc covariance values. The method is applied to a twin-test experiment with a groundwater model and a colored noise Kalman filter. The filter is implemented in an ensemble framework. It is demonstrated that lattice sampling is preferable to the usual Monte Carlo simulation because its ability to preserve the theoretical mean reduces the size of the ensemble needed. The resulting Kalman filter proves to be efficient in correcting dynamic error and bias over the whole domain studied. The uncertainty analysis provides a reliable estimate of the error in the neighborhood of assimilation points but the simplicity of the covariance models leads to underestimation of the errors far from assimilation points. 相似文献
10.
This paper presents the application of a multimodel method using a wavelet‐based Kalman filter (WKF) bank to simultaneously estimate decomposed state variables and unknown parameters for real‐time flood forecasting. Applying the Haar wavelet transform alters the state vector and input vector of the state space. In this way, an overall detail plus approximation describes each new state vector and input vector, which allows the WKF to simultaneously estimate and decompose state variables. The wavelet‐based multimodel Kalman filter (WMKF) is a multimodel Kalman filter (MKF), in which the Kalman filter has been substituted for a WKF. The WMKF then obtains M estimated state vectors. Next, the M state‐estimates, each of which is weighted by its possibility that is also determined on‐line, are combined to form an optimal estimate. Validations conducted for the Wu‐Tu watershed, a small watershed in Taiwan, have demonstrated that the method is effective because of the decomposition of wavelet transform, the adaptation of the time‐varying Kalman filter and the characteristics of the multimodel method. Validation results also reveal that the resulting method enhances the accuracy of the runoff prediction of the rainfall–runoff process in the Wu‐Tu watershed. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
11.
A. J. W. DUIJNDAM 《Geophysical Prospecting》1988,36(8):878-898
This paper gives a review of Bayesian parameter estimation. The Bayesian approach is fundamental and applicable to all kinds of inverse problems. Its basic formulation is probabilistic. Information from data is combined with a priori information on model parameters. The result is called the a posteriori probability density function and it is the solution to the inverse problem. In practice an estimate of the parameters is obtained by taking its maximum. Well-known estimation procedures like least-squares inversion or l1 norm inversion result, depending on the type of noise and a priori information given. Due to the a priori information the maximum will be unique and the estimation procedures will be stable except (in theory) for the most pathological problems which are very unlikely to occur in practice. The approach of Tarantola and Valette can be derived within classical probability theory. The Bayesian approach allows a full resolution and uncertainty analysis which is discussed in Part II of the paper. 相似文献
12.
在地震勘探领域中,卡尔曼滤波常用于地震信号的反褶积以提高地震勘探资料的分辨率和信噪比. 不同于此,本文建立一个新的卡尔曼滤波系统模型并利用卡尔曼滤波跟踪地震记录同相轴. 同相轴信息在对地下介质性质、界面的深度、界面的产状以及油气定性判别等方面具有极其重要的作用. 目前多数拾取地震同相轴的方法与地震波的运动规律结合较少.本文依据地震反射波运动规律构建了用于跟踪地震反射同相轴的卡尔曼滤波系统的状态方程和量测方程,并将炮检距、地震子波到达时和层速度等重要物理量融入所建方程,给出滤波模型和初始化方法,分析不同因素对该系统滤波性能的影响. 仿真实验表明,所提出的跟踪滤波系统能较好地拾取地震反射同相轴信息,为拾取地震同相轴提供了一条新途径. 相似文献
13.
Bias aware Kalman filters: Comparison and improvements 总被引：1，自引：0，他引：1
This paper reviews two different approaches that have been proposed to tackle the problems of model bias with the Kalman filter: the use of a colored noise model and the implementation of a separate bias filter. Both filters are implemented with and without feedback of the bias into the model state. The colored noise filter formulation is extended to correct both time correlated and uncorrelated model error components. A more stable version of the separate filter without feedback is presented. The filters are implemented in an ensemble framework using Latin hypercube sampling. The techniques are illustrated on a simple one-dimensional groundwater problem. The results show that the presented filters outperform the standard Kalman filter and that the implementations with bias feedback work in more general conditions than the implementations without feedback. 相似文献
14.
概率神经网络(PNN)以贝叶斯概率的方法描述测量数据,因而PNN在有噪声条件下的结构损伤检测方面具有巨大潜力。与此同时,PNN的网络规模随着训练样本的增加而增大,这极大地降低了网络运行速度。基于此,本文提出了基于主组分分析(PCA)的PNN损伤定位方法,分别用传统PNN(TPNN)、主组分分析PNN(PCAPNN)和自适应PNN(APNN)三种模型进行了悬索桥的损伤定位研究。研究发现,APNN的识别精度最好,PCAPNN次之,TPNN最差。但APNN需要很长的训练时间,网络规模较大;其他两个网络几乎不需要训练时间,且PCAPNN网络规模较其他两个网络减少了1／3～1／4。在低噪声情况下,PCAPNN的识别效果基本上等同于APNN。 相似文献
15.
Amplitude variations with offset or incident angle (AVO/AVA) inversion are typically combined with statistical methods, such as Bayesian inference or deterministic inversion. We propose a joint elastic inversion method in the time and frequency domain based on Bayesian inversion theory to improve the resolution of the estimated P- and S-wave velocities and density. We initially construct the objective function using Bayesian inference by combining seismic data in the time and frequency domain. We use Cauchy and Gaussian probability distribution density functions to obtain the prior information for the model parameters and the likelihood function, respectively. We estimate the elastic parameters by solving the initial objective function with added model constraints to improve the inversion robustness. The results of the synthetic data suggest that the frequency spectra of the estimated parameters are wider than those obtained with conventional elastic inversion in the time domain. In addition, the proposed inversion approach offers stronger antinoising compared to the inversion approach in the frequency domain. Furthermore, results from synthetic examples with added Gaussian noise demonstrate the robustness of the proposed approach. From the real data, we infer that more model parameter details can be reproduced with the proposed joint elastic inversion. 相似文献
16.
We focus on the Bayesian estimation of strongly heterogeneous transmissivity fields conditional on data sampled at a set of locations in an aquifer. Log-transmissivity, Y, is modeled as a stochastic Gaussian process, parameterized through a truncated Karhunen–Loève (KL) expansion. We consider Y fields characterized by a short correlation scale as compared to the size of the observed domain. These systems are associated with a KL decomposition which still requires a high number of parameters, thus hampering the efficiency of the Bayesian estimation of the underlying stochastic field. The distinctive aim of this work is to present an efficient approach for the stochastic inverse modeling of fully saturated groundwater flow in these types of strongly heterogeneous domains. The methodology is grounded on the construction of an optimal sparse KL decomposition which is achieved by retaining only a limited set of modes in the expansion. Mode selection is driven by model selection criteria and is conditional on available data of hydraulic heads and (optionally) Y. Bayesian inversion of the optimal sparse KLE is then inferred using Markov Chain Monte Carlo (MCMC) samplers. As a test bed, we illustrate our approach by way of a suite of computational examples where noisy head and Y values are sampled from a given randomly generated system. Our findings suggest that the proposed methodology yields a globally satisfactory inversion of the stochastic head and Y fields. Comparison of reference values against the corresponding MCMC predictive distributions suggests that observed values are well reproduced in a probabilistic sense. In a few cases, reference values at some unsampled locations (typically far from measurements) are not captured by the posterior probability distributions. In these cases, the quality of the estimation could be improved, e.g., by increasing the number of measurements and/or the threshold for the selection of KL modes. 相似文献
17.
Using the state space approach, an on-line filter procedure for combined wind stress identification and tidal flow forecasting is developed. The stochastic dynamic approach is based on the linear twodimensional shallow water equations. Using a finite difference scheme, a system representation of the model is obtained. To account for uncertainties, the system is embedded into a stochastic environment. By employing a Kalman filter, the on-line measurements of the water-level available can be used to identify and predict the shallow water flow. Because it takes a certain time before a fluctuation in the wind stress can be noticed in the water-level measurements, an optimal fixed-lag smoother is used to identify the stress. 相似文献
18.
Assimilation of fuzzy data by the BME method 总被引：1，自引：1，他引：0
Modern spatiotemporal geostatistics provides a powerful framework for generation of predictive maps over a spatiotemporal domain by accounting for general knowledge to define a space of plausible events and then restricting this space of plausible events to be consistent with available site-specific knowledge. The Bayesian maximum entropy (BME) method is one of the most widely used modern geostatistics methods. BME results from assigning probabilities of plausible events based on general knowledge through information maximization and then applying operational Bayesian conditionalization that can explicitly assimilate stochastic representations of various uncertain (soft) data bases. The paper demonstrates that fuzzy data sets can be indirectly assimilated by BME through a two-step process: (a) reinterpretation of the fuzzy data as probabilistic through a generalized defuzzification procedure, and (b) efficient assimilation of the probabilistic results of generalized defuzzification by the BME method. A numerical demonstration involves site-specific probabilistic results obtained from the generalized defuzzification of a simulated fuzzy data set and general knowledge that includes the spatial mean trend and correlation structure models. The parameters of these models can be inferred from the hard data equivalent values of the probabilistic results. Accordingly, details of inference based on probabilistic soft data are also considered. 相似文献
19.
The Nash model was used for application of the Kalman filter. The state vector of the rainfall–runoff system was constituted by the IUH (instantaneous unit hydrograph) estimated by the Nash model and the runoff estimated by the Nash model using the Kalman filter. The initial values of the state vector were assumed as the average of 10% of the IUH peak values and the initial runoff estimated from the average IUH. The Nash model using the Kalman filter with a recursive algorithm accurately predicted runoff from a basin in Korea. The filter allowed the IUH to vary in time, increased the accuracy of the Nash model and reduced physical uncertainty of the rainfall–runoff process in the river basin. © 1998 John Wiley & Sons, Ltd. 相似文献
20.
The problem of identification of the modal parameters of a structural model using measured ambient response time histories is addressed. A Bayesian spectral density approach (BSDA) for modal updating is presented which uses the statistical properties of a spectral density estimator to obtain not only the optimal values of the updated modal parameters but also their associated uncertainties by calculating the posterior joint probability distribution of these parameters. Calculation of the uncertainties of the identified modal parameters is very important if one plans to proceed with the updating of a theoretical finite element model based on modal estimates. It is found that the updated PDF of the modal parameters can be well approximated by a Gaussian distribution centred at the optimal parameters at which the posterior PDF is maximized. Examples using simulated data are presented to illustrate the proposed method. Copyright © 2001 John Wiley & Sons, Ltd. 相似文献